Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States

被引:0
|
作者
Wu, Xiaohan [1 ,2 ,3 ]
Chen, Anyue [4 ,5 ]
Li, Junping [6 ]
机构
[1] Liaocheng Univ, Sch Math Sci, Liaocheng 252059, Peoples R China
[2] Harbin Inst Technol, Dept Math, Harbin 150001, Peoples R China
[3] Southern Univ Sci & Technol, Dept Math, Shenzhen 518055, Peoples R China
[4] Southern Univ Sci & Technol, Dept Math, Xue Yuan Blvd 1088, Shenzhen 518055, Peoples R China
[5] Univ Liverpool, Dept Math Sci, Peach St, Liverpool L69 7ZL, England
[6] Cent South Univ, Sch Math & Stat, Changsha 410083, Peoples R China
关键词
Denumerable Markov processes; Transition functions; Resolvent; Taboo probabilities; Existence; Uniqueness; BRANCHING-PROCESSES; RECURRENCE;
D O I
10.1007/s10959-023-01299-w
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Based on the resolvent decomposition theorems presented very recently by Chen (J Theor Probab 33:2089-2118, 2020), in this paper we focus on investigating the fundamental problems of existence and uniqueness criteria for Denumerable Markov Processes with finitely many instantaneous states. Some elegant sufficient and necessary conditions are obtained for this less-investigated topic. A few important examples including the generalized Kolmogorov models are presented to illustrate our general results.
引用
收藏
页码:511 / 532
页数:22
相关论文
共 50 条